SGCS makes markets in tokenized equities, real-world assets and digital assets — two-sided, hedged, 24/7 — and commits its own capital alongside the mandates it runs. Every program is reported against contractually verifiable KPIs.
Six trading capabilities and a principal-investment arm — one engine, one risk framework, one reporting standard, scoped to the mandate rather than repackaged per client.
Contracted two-sided quoting on named pairs with committed spread, depth and uptime targets. Compensation conditioned on hitting the benchmarks — measured, not asserted.
Continuous markets in NAV-anchored tokens — tokenized treasuries, funds and other RWA. Quotes disciplined to the official NAV feed with tracking error reported daily.
Two-sided markets in perpetuals on tokenized single-name equities, delta-hedged against the underlying through regulated US brokerage rails during cash hours.
Loan-plus-option structures for token issuers: the project supplies inventory, SGCS supplies the market. Incentives aligned through upside, with hard risk limits on the book.
Order books built from the first print: opening liquidity, spread discipline and depth through the volatile first weeks of a listing on new or established markets.
Off-book execution of large positions — accumulation or sell-down — worked against firm risk limits to minimise footprint, with every fill reconciled and reported.
SGCS commits its own balance sheet to the ecosystems it trades: direct token positions, loan-plus-option structures and pre-listing commitments — typically alongside a liquidity mandate, so the investor and the market maker sit on the same book and win the same way.
Tokenized treasuries, funds, equities and other RWA that need markets tight to NAV, verifiable depth, and reporting fit for their own investors and regulators.
→ 2.2Platforms launching tokenized products or carrying thin books that need a designated market maker with committed spread, depth and uptime — and the data to prove delivery.
→ 2.3Teams at listing or post-listing that need an orderly market and an aligned partner — structured through inventory loans and option-based compensation, with hard risk limits.
→SGCS runs on a single proprietary system — execution, risk, hedging, monitoring and reconciliation in one codebase, operated continuously. Risk limits and de-risking thresholds are enforced in code, and tighten automatically outside the hours when underlying hedges trade.
The same system produces the record. Every fill is matched to the venue's own trade identifier; every incident is logged with cause and resolution. What we report is what the exchange saw.
Every mandate reports the same six metrics, computed from reconciled order and trade records, on a fixed cadence. The targets sit in the agreement; the pack shows delivery against them. Where a mandate references no official NAV — pure-token or cross-venue arbitrage books — the price-relative metrics are measured against a consolidated cross-venue reference price instead.
Every figure is checked against the exchange’s own trade record before it enters a report — so the pack you receive is portable, and anyone can verify it independently.
Pairs, venues, depth and spread targets, inventory structure and risk limits — agreed in writing before anything trades.
Strategy configured against live market data and run through the full risk and deployment review before capital is committed.
The book opens inside hard limits with automatic de-risk thresholds; size scales only as delivery against targets is demonstrated.
The six-metric pack lands on a fixed cadence; a standing review adjusts targets as the market — and the mandate — matures.
Compensation is conditioned on the measured KPIs, and structures can include SGCS capital at first loss — our downside sits in front of yours, bounded by explicit thresholds.
Client-account mandates run on trade-only API access with no withdrawal permissions. Where SGCS holds inventory under loan, terms, limits and return conditions are contractual.
Swiss Growth Capital Solutions SA is a Swiss société anonyme trading as principal on its own book. The desk was built by practitioners who have run production liquidity through launches, drawdowns and venue failures — and who decided the only durable answer was to own the entire stack and measure everything.
We keep the operation deliberately compact: senior engineering and trading in Europe, live operations and reconciliation staffed across three continents, and a governance discipline where risk limits are code, not culture.
Tell us the pair, the exchange and what a good market has to look like. You'll get a scoped proposal with explicit spread, depth and uptime targets — and the reporting to hold us to them.
desk@swissgrowth.capital